Bayes prediction in the linear model with spherically symmetric errors

Author:

Jammalamadaka S.Rao,Tiwari Ram C.,Chib Siddhartha

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference14 articles.

1. Statistical prediction analysis;Atchison,1975

2. Minimax estimation of location vectors for a wide class of densities;Berger;Annals of Statistics,1975

3. Bayes and likelihood prediction in regressions with homoscedastic and heteroscedastic multivariate-t errors;Chib,1986

4. Another look at the recursive estimation of the general linear model;Chib;American Statistician,1986

5. Elliptically symmetric distributions: A review and bibliography;Chmielewski;International Statistical Review,1981

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